Thomas J. Finucane
About
In The Last Decade
Thomas J. Finucane
13 papers receiving 369 citations
Peers
Comparison fields: 5 of 32
- Finance 362
- Economics and Econometrics 183
- Accounting 146
- Strategy and Management 55
- General Economics, Econometrics and Finance 47
Countries citing papers authored by Thomas J. Finucane
This map shows the geographic impact of Thomas J. Finucane's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Thomas J. Finucane with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Thomas J. Finucane more than expected).
Fields of papers citing papers by Thomas J. Finucane
This network shows the impact of papers produced by Thomas J. Finucane. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Thomas J. Finucane. The network helps show where Thomas J. Finucane may publish in the future.
All Works
| # | Title | Journal | Authors | Indexed citations |
|---|---|---|---|---|
| 1 | A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data | SSRN Electronic Journal | Thomas J. Finucane | 11 |
| 2 | A Direct Test of Methods for Inferring Trade Direction from Intra-Day Data | Journal of Financial and Quantitative Analysis | Thomas J. Finucane | 126 |
| 3 | A new measure of the direction and timing of information flow between markets | Journal of Financial Markets | Thomas J. Finucane | 23 |
| 4 | Index Option Expirations and Market Volatility | SSRN Electronic Journal | Thomas J. Finucane et al. | 9 |
| 5 | An empirical analysis of common stock call exercise: A note | Journal of Banking & Finance | Thomas J. Finucane | 33 |
| 6 | American stochastic volatility call option pricing: A lattice based approach | Review of Derivatives Research | Thomas J. Finucane et al. | 15 |
| 7 | Binomial Approximations of American Call Option Prices with Stochastic Volatilities | SSRN Electronic Journal | Thomas J. Finucane | 4 |
| 8 | Do the options markets really overreact? | Journal of Futures Markets | Thomas J. Finucane et al. | 31 |
| 9 | The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market | Review of Financial Studies | Thomas J. Finucane et al. | 39 |
| 10 | Put-Call Parity and Expected Returns | Journal of Financial and Quantitative Analysis | Thomas J. Finucane | 68 |
| 11 | A simple linear weighting scheme for Black-Scholes implied volatilities | Journal of Banking & Finance | Thomas J. Finucane | 0 |
| 12 | Black-Scholes Approximations of Call Option Prices With Stochastic Volatilities: A Note | Journal of Financial and Quantitative Analysis | Thomas J. Finucane | 5 |
| 13 | OPTIONS ON U.S. TREASURY COUPON ISSUES | Financial Review | Thomas J. Finucane | 0 |
| 14 | SOME EMPIRICAL EVIDENCE ON THE USE OF FINANCIAL LEASES | The Journal of Financial Research | Thomas J. Finucane | 43 |
| 15 | A theoretical and empirical study of options on default free coupon bonds | Medical Entomology and Zoology | Thomas J. Finucane | 1 |
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.